+25.3%
MTUM vs EQX
+42.9%
-17.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.1% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | -1.7% | +24.4% | -26.0% | -4.8% |
| 3M | -6.3% | +11.6% | -18.0% | -8.6% |
| 6M | +21.8% | -25.0% | +46.8% | +22.8% |
| YTD | +22.0% | -8.4% | +30.4% | +20.7% |
| 1Y | +25.3% | +43.4% | -18.1% | +18.3% |
| All | +25.3% | +42.9% | -17.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling